代码:
# -*- coding: utf-8 -*-
'''
Created on 2018年5月15日
@author: user
@attention: beta distribution
'''
from scipy.stats import beta
import matplotlib.pyplot as plt
import numpy as np
def test_beta_distribution():
fig, ax = plt.subplots(1, 1)
a, b = 2.31, 0.627
#Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’).
mean, var, skew, kurt = beta.stats(a, b, moments='mvsk')
print (mean)
print (var)
print (skew)
print (kurt)
print (beta.pdf(0.333, a, b))
x = np.linspace(beta.ppf(0.01, a, b),beta.ppf(0.99, a, b), 100)
ax.plot(x, beta.pdf(x, a, b), 'r-', lw=5, alpha=0.6, label='beta pdf')
rv = beta(a, b)
ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
vals = beta.ppf([0.001, 0.5, 0.999], a, b)
np.allclose([0.001, 0.5, 0.999], beta.cdf(vals, a, b))
r = beta.rvs(a, b, size=1000)
ax.hist(r, density=True, histtype='stepfilled', alpha=0.2)
ax.legend(loc='best', frameon=False)
plt.show()
if __name__ == '__main__':
test_beta_distribution()#beta分布
结果:
0.7865168539325842
0.04264874077027537
-1.124071486322822
0.5654574834055228
0.30981296354477267